Sepsis, a medical emergency, is the overwhelming host response to infection leading to organ failure. The pathophysiology of this heterogeneous disease includes an inflammatory response that stimulates a complex interaction between endothelial and complements with associated coagulation abnormalities. Despite a more comprehensive understanding of sepsis pathophysiology, there exists a translational gap to improve sepsis diagnosis clinically. Many of the proposed biomarkers to diagnose sepsis lack sufficient specificity and sensitivity to be used in routine clinical practice. There has also been a lack of progress in diagnostic tools due to the focus on the inflammatory pathway. Inflammation and coagulation are known to be linked to the innate immune response. Early immunothrombotic changes could result in the early switch from infection to sepsis and aid in sepsis diagnosis. This review integrates both preclinical and clinical studies that highlight sepsis pathophysiology providing a framework for how the development of immunothrombosis could be used as a starting point to investigate biomarkers for early sepsis diagnosis.